A directory is what looks like a folder. If you type: dir and hit enter it will tell you what is in the current folder which will often have subfolders in it.
cd is the Change Directory command:
cd space and then the directory name and Enter and will it Change to the new Directory.
See if this one is easier to follow:
https://support.micr...en-us/kb/307545
Start with Part 2 Step 6